hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-btc-1d-notp-100 | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
715.09
Total PnL
-284.91 (-28.49%)
Total Trades (Win/Los)
38 (11/27)
Win Rate
28.95%
Max Drawdown
749.73 (57.15%)
Total Fees
22.58
Position avg (max), %
95.42 (134.88)
Profit Factor
0.83
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -23.80% | 34.68% | 16.42% | -6.61% | -2.12% | 3.92% | -0.53% | -9.63% | -9.49% | -10.30% | 40.51% | -19.52% | -6.36% |
| 2025 | -11.18% | 7.96% | -6.75% | -4.36% | 11.26% | -9.89% | 4.20% | -7.29% | -4.52% | -15.86% | 6.89% | -7.85% | -34.47% |
| 2026 | 13.43% | 12.09% | -7.21% | -0.09% | -1.08% | 0.00% | — | — | — | — | — | — | 16.60% |
Report Statistics
Period & Scope
| Metric | Value |
|---|---|
| Report range | 2024-01-01 - 2026-06-01 |
| Days in test | 882.0 |
| Months in test | 30 |
| Months with data | 30 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 715.09 |
| Min balance | 562.22 |
| Max balance | 1311.95 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.11 |
| Average monthly return (arithmetic), % | -0.23 |
| Best month, % | 40.51 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -284.91 |
| Total PnL, % | -28.49 |
| Gross profit | 1198.66 |
| Gross loss | 1436.38 |
| Trading volume (USDT) | 62747.57 |
| Total transactions (buy/sell) | 39 |
| Total fees | 22.58 |
| Funding net | -24.60 |
| Funding accrued (received) | 37.34 |
| Funding paid | 61.94 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 11 |
| Los Trades | 27 |
| Win Rate, % | 28.95 |
| Expectancy per trade | -6.2559 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.42 |
| Position max, % of margin balance | 134.88 |
| Max Drawdown | 749.73 |
| Max Drawdown, % | 57.15 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8345 |
| Recovery Factor (Total PnL / Max DD) | -0.3800 |
| Sharpe ratio (monthly) | -0.0565 |
| Sortino ratio (monthly) | -0.0952 |
| CAGR, % | -12.97 |
| Calmar ratio (CAGR / Max DD%) | -0.2269 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -237.72 | Fee: 22.58 | Vol: 62747.57
Realized PnL by Symbol
Details
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